You have a bag of coins of which one half are real and the other half are fake. You need to pay for 1 1/2 hours of parking at a meter where one quarter gives you 15 minutes. Every time you put in a fake quarter the meter time is reset to 0. How many coins will you have to pull out of the bag ?
What option may be bought/sold to best hedge a call option bought at strike 100?
How to hedge puts/calls etc. Coin flip/card problems
Mix of probability, expected value, option theory, and market making questions. Also be ready for the interviewer to follow up with any personal projects or past experiences that you have on your resume. Definitely don't put anything on your resume that you aren't comfortable talking about.
I only remember interesting question. Here is one sequence question: MVEMJ ? It's the order of the planets. I didn't solve it, but I think it's a good question.
Questions were mostly very standard trading interview questions (think games and stats etc), really enjoyed my time doing them.
How to backtest a trading strategy
Behavioural questions involved: "what is your biggest achievement to date?" "why you want to work as a quantitative trader?" "why Optiver?" "How did you stand out comparing to other candidates?"
Explain LeadLag estimation, could it be used in same pair with different venues
Let’s say you have 2 fair dice, one 6-sided and one 10-sided. You play a game where if you guess the sum of the values on the two dice correctly, you win that amount of money. How should you play this game?
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